Introduction to Optimal Estimation

1. Front Matter

   Pages I-XIII

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2. Introduction

   • E. W. Kamen, J. K. Su

   Pages 1-26

3. Random Signals and Systems with Random Inputs

   • E. W. Kamen, J. K. Su

   Pages 27-68

4. Optimal Estimation

   • E. W. Kamen, J. K. Su

   Pages 69-100

5. The Wiener Filter

   • E. W. Kamen, J. K. Su

   Pages 101-147

6. Recursive Estimation and the Kalman Filter

   • E. W. Kamen, J. K. Su

   Pages 149-189

7. Further Development of the Kalman Filter

   • E. W. Kamen, J. K. Su

   Pages 191-223

8. Kalman Filter Applications

   • E. W. Kamen, J. K. Su

   Pages 225-267

9. Nonlinear Estimation

   • E. W. Kamen, J. K. Su

   Pages 269-311

10. Back Matter

    Pages 313-380

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The topics of control engineering and signal processing continue to flourish and develop. In common with general scientific investigation, new ideas, concepts and interpretations emerge quite spontaneously and these are then discussed, used, discarded or subsumed into the prevailing subject paradigm. Sometimes these innovative concepts coalesce into a new sub-discipline within the broad subject tapestry ofcontrol and signal processing. This preliminary batde between old and new usually takes place at conferences, through the Internet and in the journals of the discipline. After a litde more maturity has been acquiredhas been acquired by the new concepts then archival publication as ascientificorengineering monograph mayoccur. Anewconceptin control and signal processing is known to have arrived when sufficient material has developed for the topic to be taught as a specialised tutorial workshop or as a course to undergraduates, graduates or industrial engineers. The Advanced Textbooks in Control and Signal Processing Series is designed as a vehicle for the systematic presentation ofcourse material for both popular and innovative topics in the discipline. It is hoped that prospective authors will welcome the opportunity to publish a structured presentation of either existing subject areas or some of the newer emerging control and signal processing technologies.

• Signal
• Software
• Theorie
• algorithm
• development
• model
• modeling

• School of Electrical and Computer Engineering, Georgia Institute of Technology, Atlanta, USA

  E. W. Kamen

• Telecommunications Laboratory, University of Erlangen-Nurnberg, Erlangen, Germany

  J. K. Su

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